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The persistence of volatility and stock market fluctuations
Poterba, James M.; Summers, Lawrence Henry - 1984
Persistent link: https://www.econbiz.de/10000688412
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The persistence of volatility and stock fluctuations
Poterba, James M.; Summers, Lawrence Henry - 1984
Persistent link: https://www.econbiz.de/10002675142
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The Persistence of Volatility and Stock Market Fluctuations
Poterba, James M. - 2010
This paper examines the potential influence of changing volatility in stock market prices on the level of stock market … prices. It demonstrates that volatility is only weakly serially correlated, implying that shocks to volatility do not persist …. These shocks can therefore have only a small impact on stockmarket prices, since changes in volatility affect expected …
Persistent link: https://www.econbiz.de/10012762976
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The Persistence of Volatility and Stock Market Fluctuations
Poterba, James M. - 1984
This paper examines the potential influence of changing volatility in stock market prices on the level of stock market … prices. It demonstrates that volatility is only weakly serially correlated, implying that shocks to volatility do not persist …. These shocks can therefore have only a small impact on stockmarket prices, since changes in volatility affect expected …
Persistent link: https://www.econbiz.de/10012477626
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Taxation and housing markets : preliminary evidence on the effects of recent tax reforms
Poterba, James M. - In: Do taxes matter? : the impact of the tax reform act of 1986, (pp. 141-160). 1990
Persistent link: https://www.econbiz.de/10001279304
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Tax reform and residential investment incentives
Poterba, James M. - In: Proceedings of the ... annual Conference on Taxation : … 79 (1987), pp. 112-118
Persistent link: https://www.econbiz.de/10001172078
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Taxation and housing : old questions, new answers
Poterba, James M. - In: The American economic review 82 (1992) 2, pp. 237-242
Persistent link: https://www.econbiz.de/10001123373
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House price dynamics : the role of tax policy and demography
Poterba, James M. - In: Brookings papers on economic activity : BPEA (1991), pp. 143-203
Persistent link: https://www.econbiz.de/10001119975
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Housing markets in the United States and Japan
Noguchi, Yukio (ed.); Poterba, James M. (contributor) - 1994
Persistent link: https://www.econbiz.de/10013481010
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Housing Markets in the United States and Japan
Case, Karl E. (contributor); Noguchi, Yukio (ed.);  … - 2007
Although Japan and the United States are the world's leading economies, there are significant differences in the ways their wealth is translated into living standards. A careful comparison of housing markets illustrates not only how living standards in the two countries differ, but also reveals...
Persistent link: https://www.econbiz.de/10014488226